+344.1%
NEM vs SIMO
+394.4%
-50.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.9% |
| 7D | -6.4% | +4.1% | -10.5% | -6.8% |
| 30D | +1.4% | -24.0% | +25.4% | +3.3% |
| 3M | -0.7% | -31.8% | +31.1% | +1.7% |
| 6M | -4.5% | -36.9% | +32.4% | -2.4% |
| YTD | +14.0% | +84.8% | -70.8% | +4.4% |
| 1Y | +27.3% | +99.0% | -71.7% | +15.7% |
| 3Y | +250.5% | +217.9% | +32.6% | +202.2% |
| 5Y | +121.1% | +171.5% | -50.4% | +88.8% |
| All | +344.1% | +394.4% | -50.3% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling